+7,547.6%
NEE vs HST
+1,511.7%
+6,035.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | +3.9% | -2.7% | +6.6% | +4.3% |
| 30D | +12.8% | +10.7% | +2.1% | +11.2% |
| 3M | +3.6% | +6.3% | -2.7% | +2.6% |
| 6M | -7.5% | +19.0% | -26.5% | -9.9% |
| YTD | +10.7% | +47.0% | -36.4% | +4.4% |
| 1Y | +9.1% | +53.4% | -44.4% | +2.3% |
| 3Y | +61.0% | +78.0% | -17.0% | +46.4% |
| 5Y | +16.3% | +71.7% | -55.4% | +5.0% |
| 10Y | +264.6% | +146.2% | +118.4% | +200.3% |
| All | +7,547.6% | +1,511.7% | +6,035.8% | +4,848.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling